Finance & Banking

Vienna-Copenhagen Conference on Financial Econometrics 2026

he Vienna-Copenhagen Conference on Financial Econometrics 2026 aims to bring together researchers and practitioners in theoretical, methodological and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include risk measurement and management, asset pricing, financial forecasting, high-frequency s…

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3Voices

2Underwriters

0Exhibitors

6On the bill · sessions

5Companies · in total

§I

The Voices

Programmed at Vienna-Copenhagen, in alphabetical order.

Lasse Heje Pedersen

Professor of Finance and Director of the Center for Big Data in Finance (BIGFI) · Copenhagen Business School

Michael Wolf

Professor of Econometrics and Applied Statistics · University of Zurich and ADIA Lab

Shuping Shi

Professor · Macquarie University

§II

Underwritten By

The houses behind the program. Tiers as disclosed.

Department of Economics, University of Copenhagen

Department of Statistics and Operations Research, University of Vienna

§III

The Programme

Selected from 6 sessions on the bill.

August 13, 2026, 14:00 - 15:00
Keynote Session I: The Power of the Common Task Framework
August 13, 2026, 15:30 - 17:00
Asset Pricing
Parallel Sessions I
August 13, 2026, 15:30 - 17:00
Covariance Estimation
Parallel Sessions I
August 13, 2026, 15:30 - 17:00
Forecasting
Parallel Sessions I
August 14, 2026, 11:30 - 12:30
Keynote Session II: Inference-Based Performance Evaluation Using the Sortino Ratio
August 15, 2026, 12:15 - 13:15
Keynote Session III: Counterfactuals in Booming Markets: Staggered Policy Evaluation

Intermission

Part the Second · For the Buyer

An audience of 5 companies, parsed from the program.

“Five companies in attendance.”

The numbers below are derived from the speakers, sponsors, and exhibitors on this page — cross-referenced into one ledger. They are the only thing here that 10times.com cannot tell you.

№ 01Fig. 01 — Composition of the House

0All threespeak · spons · exh

2Sponsoringsponsor only

0Exhibitingexhibitor only

3Speakingspeaker only

№ 02Fig. 02 — The Voices, by Seniority

33% of the speakers carry senior titles — C-suite, Founder, VP, or Director-level.

Director / Head of133%
Other roles267%

Of 3 on the bill · classified by free-text title

№ 03Fig. 03 — The Heaviest in the Room

№ 04Fig. 04 — By Tier

unspecified2

100% of 2

Vienna-Copenhagen Conference on Financial Econometrics 2026

Keynote Session I: The Power of the Common Task Framework

Asset Pricing

Covariance Estimation

Forecasting

Keynote Session II: Inference-Based Performance Evaluation Using the Sortino Ratio

Keynote Session III: Counterfactuals in Booming Markets: Staggered Policy Evaluation

“Five companies in attendance.”